Why would it burn when you pee?

Have you read this article?

http://wiki.answers.com/Q/Why_does_it_burn_after_you_pee

In addition to gonorrhea discussed in the link above, diabetes will create the same sensation. If you're thirsty also, that's most likely the answer.

In either case, it's not going to get better on it's own. Go see a doctor!

this can also be caused by a bladder infection, please visit your doctor as soon as possible to make your life moer enjoyable